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SPXP.L vs. C300.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXP.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P 500 UCITS ETF (SPXP.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPXP.L is traded in GBp, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPXP.L achieves a 10.63% return, which is significantly lower than C300.L's 17.14% return.


SPXP.L

1D
0.80%
1M
1.16%
YTD
10.63%
6M
10.85%
1Y
-98.72%
3Y*
-74.23%
5Y*
-54.45%
10Y*
-26.88%

C300.L

1D
0.00%
1M
4.26%
YTD
17.14%
6M
17.92%
1Y
51.09%
3Y*
16.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXP.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPXP.L
Invesco S&P 500 UCITS ETF
10.63%-98.90%27.58%20.06%-3.83%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
17.14%24.25%16.79%-16.21%3.69%

Correlation

The correlation between SPXP.L and C300.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.19

The correlation between SPXP.L and C300.L shifts across timeframes, from 0.18 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPXP.L vs. C300.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPXP.L
SPXP.L Risk / Return Rank: 22
Overall Rank
SPXP.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXP.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXP.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXP.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXP.L Martin Ratio Rank: 33
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 9090
Overall Rank
C300.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8585
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXP.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXP.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXP.LC300.LDifference
Sharpe ratioReturn per unit of total volatility

-3.84

Sortino ratioReturn per unit of downside risk

-4.46

Omega ratioGain probability vs. loss probability

0.52

1.49

-0.98

Calmar ratioReturn relative to maximum drawdown

-1.00

7.58

-8.58

Martin ratioReturn relative to average drawdown

-1.29

21.54

-22.83

SPXP.L vs. C300.L - Sharpe Ratio Comparison

The current SPXP.L Sharpe Ratio is -0.99, which is lower than the C300.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of SPXP.L and C300.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPXP.L vs. C300.L - Drawdown Comparison

The maximum SPXP.L drawdown since its inception was -99.07%, which is greater than C300.L's maximum drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for SPXP.L and C300.L.


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Drawdown Indicators


SPXP.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-34.94%

-64.13%

Max Drawdown (1Y)

Largest decline over 1 year

-99.07%

-6.77%

-92.30%

Max Drawdown (3Y)

Largest decline over 3 years

-99.07%

-26.04%

-73.03%

Max Drawdown (5Y)

Largest decline over 5 years

-99.07%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-98.91%

-2.31%

-96.60%

Average Drawdown

Average peak-to-trough decline

-8.23%

-15.24%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

76.64%

2.38%

+74.26%

Volatility

SPXP.L vs. C300.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (SPXP.L) is 3.41%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 6.36%. This indicates that SPXP.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXP.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

6.36%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

13.01%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

99.31%

18.03%

+81.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.55%

21.26%

+25.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.91%

21.26%

+13.65%

SPXP.L vs. C300.L - Expense Ratio Comparison

SPXP.L has a 0.05% expense ratio, which is lower than C300.L's 0.35% expense ratio.


Dividends

SPXP.L vs. C300.L - Dividend Comparison

Neither SPXP.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPXP.L and C300.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXP.L is cheaper with a 0.05% expense ratio, compared with 0.35% for C300.L.

SPXP.L is categorized as S&P 500, while C300.L is China Equities. SPXP.L tracks S&P 500 Index, while C300.L tracks S&P China A 300 Index. Their fees differ too: 0.05% for SPXP.L and 0.35% for C300.L.

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